For your kind information, GridGrouping control doesn't have any properties/methods to change the BackColor for the Sort Indicator. Instead, you can change it indirectly something like shown below.

//It will changes the back color of the columnheader cell. so it will automatically changes the back color of sort indicator.this.GridGroupingControl1.Appearance.ColumnHeaderCell.BackColor = Color.CornflowerBlue;

The aim of changing the backcolor of the sort indicator was to make it stand out from the background of the column header, so users can easily see that the column is sorted. It blends in with the header background too well. But from what you are saying, this cannot be done.

As we already mentioned, currently we doesn't support to change the BackGroundColor for the Sort Column Indicator. So we have logged a feature request in our internal feature management system and will Let you know once it get implemented.